It's been a while, but I don't know why.... orange roughy is a great fish.
I used to bake mine. 350 until done, which I think was around 20 minutes. I'd spray a lasagna dish with a cooking spray, lay the fish in, spray the top of the fish and season it. Cajun sasoning is good, so is plain dill weed.
hmmmm, I may have to head to the grocery store in town after work .